ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 123-270 123-230 -0-040 -0.1% 123-060
High 123-270 123-230 -0-040 -0.1% 123-270
Low 123-110 123-230 0-120 0.3% 123-060
Close 123-120 123-230 0-110 0.3% 123-120
Range 0-160 0-000 -0-160 -100.0% 0-210
ATR 0-083 0-085 0-002 2.3% 0-000
Volume 1,048 226 -822 -78.4% 2,934
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 123-230 123-230 123-230
R3 123-230 123-230 123-230
R2 123-230 123-230 123-230
R1 123-230 123-230 123-230 123-230
PP 123-230 123-230 123-230 123-230
S1 123-230 123-230 123-230 123-230
S2 123-230 123-230 123-230
S3 123-230 123-230 123-230
S4 123-230 123-230 123-230
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 125-140 125-020 123-236
R3 124-250 124-130 123-178
R2 124-040 124-040 123-158
R1 123-240 123-240 123-139 123-300
PP 123-150 123-150 123-150 123-180
S1 123-030 123-030 123-101 123-090
S2 122-260 122-260 123-082
S3 122-050 122-140 123-062
S4 121-160 121-250 123-004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-270 123-070 0-200 0.5% 0-078 0.2% 80% False False 611
10 123-270 122-210 1-060 1.0% 0-050 0.1% 89% False False 322
20 124-100 122-210 1-210 1.3% 0-028 0.1% 64% False False 165
40 124-310 122-210 2-100 1.9% 0-014 0.0% 46% False False 83
60 124-310 122-170 2-140 2.0% 0-011 0.0% 49% False False 56
80 124-310 122-110 2-200 2.1% 0-010 0.0% 52% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-230
2.618 123-230
1.618 123-230
1.000 123-230
0.618 123-230
HIGH 123-230
0.618 123-230
0.500 123-230
0.382 123-230
LOW 123-230
0.618 123-230
1.000 123-230
1.618 123-230
2.618 123-230
4.250 123-230
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 123-230 123-217
PP 123-230 123-203
S1 123-230 123-190

These figures are updated between 7pm and 10pm EST after a trading day.

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